+3,159.9%
CVNA vs ROL
+152.6%
+3,007.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +0.4% |
| 7D | -1.6% | +3.0% | -4.6% | -3.5% |
| 30D | +24.9% | +19.8% | +5.1% | +10.6% |
| 3M | -1.8% | +7.9% | -9.7% | -7.4% |
| 6M | +3.5% | -25.6% | +29.2% | +25.0% |
| YTD | -14.3% | -34.1% | +19.9% | +12.1% |
| 1Y | +13.6% | -31.4% | +45.0% | +43.5% |
| 3Y | +1,163.4% | +4.7% | +1,158.8% | +988.5% |
| 5Y | +22.9% | +15.6% | +7.3% | -2.0% |
| All | +3,159.9% | +152.6% | +3,007.3% | +964.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ROL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling